| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,904.50 |
1,923.75 |
19.25 |
1.0% |
1,855.00 |
| High |
1,924.25 |
1,941.75 |
17.50 |
0.9% |
1,924.50 |
| Low |
1,877.25 |
1,911.25 |
34.00 |
1.8% |
1,855.00 |
| Close |
1,921.00 |
1,941.25 |
20.25 |
1.1% |
1,905.75 |
| Range |
47.00 |
30.50 |
-16.50 |
-35.1% |
69.50 |
| ATR |
39.26 |
38.64 |
-0.63 |
-1.6% |
0.00 |
| Volume |
10,140 |
15,564 |
5,424 |
53.5% |
27,571 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,023.00 |
2,012.50 |
1,958.00 |
|
| R3 |
1,992.50 |
1,982.00 |
1,949.75 |
|
| R2 |
1,962.00 |
1,962.00 |
1,946.75 |
|
| R1 |
1,951.50 |
1,951.50 |
1,944.00 |
1,956.75 |
| PP |
1,931.50 |
1,931.50 |
1,931.50 |
1,934.00 |
| S1 |
1,921.00 |
1,921.00 |
1,938.50 |
1,926.25 |
| S2 |
1,901.00 |
1,901.00 |
1,935.75 |
|
| S3 |
1,870.50 |
1,890.50 |
1,932.75 |
|
| S4 |
1,840.00 |
1,860.00 |
1,924.50 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.50 |
2,074.25 |
1,944.00 |
|
| R3 |
2,034.00 |
2,004.75 |
1,924.75 |
|
| R2 |
1,964.50 |
1,964.50 |
1,918.50 |
|
| R1 |
1,935.25 |
1,935.25 |
1,912.00 |
1,950.00 |
| PP |
1,895.00 |
1,895.00 |
1,895.00 |
1,902.50 |
| S1 |
1,865.75 |
1,865.75 |
1,899.50 |
1,880.50 |
| S2 |
1,825.50 |
1,825.50 |
1,893.00 |
|
| S3 |
1,756.00 |
1,796.25 |
1,886.75 |
|
| S4 |
1,686.50 |
1,726.75 |
1,867.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,941.75 |
1,877.25 |
64.50 |
3.3% |
32.00 |
1.6% |
99% |
True |
False |
8,646 |
| 10 |
1,941.75 |
1,794.50 |
147.25 |
7.6% |
33.75 |
1.7% |
100% |
True |
False |
9,518 |
| 20 |
1,941.75 |
1,794.50 |
147.25 |
7.6% |
38.00 |
2.0% |
100% |
True |
False |
9,229 |
| 40 |
2,068.00 |
1,794.50 |
273.50 |
14.1% |
42.75 |
2.2% |
54% |
False |
False |
6,676 |
| 60 |
2,090.50 |
1,794.50 |
296.00 |
15.2% |
39.25 |
2.0% |
50% |
False |
False |
4,688 |
| 80 |
2,095.75 |
1,794.50 |
301.25 |
15.5% |
35.25 |
1.8% |
49% |
False |
False |
3,596 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.5% |
33.00 |
1.7% |
49% |
False |
False |
2,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.50 |
|
2.618 |
2,021.50 |
|
1.618 |
1,991.00 |
|
1.000 |
1,972.25 |
|
0.618 |
1,960.50 |
|
HIGH |
1,941.75 |
|
0.618 |
1,930.00 |
|
0.500 |
1,926.50 |
|
0.382 |
1,923.00 |
|
LOW |
1,911.25 |
|
0.618 |
1,892.50 |
|
1.000 |
1,880.75 |
|
1.618 |
1,862.00 |
|
2.618 |
1,831.50 |
|
4.250 |
1,781.50 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.25 |
1,930.75 |
| PP |
1,931.50 |
1,920.00 |
| S1 |
1,926.50 |
1,909.50 |
|